Pages that link to "Item:Q1715530"

The following pages link to Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530):

Displayed 18 items.

• Tail risk inference via expectiles in heavy-tailed time series (Q135350) ‎ (← links)
• Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) ‎ (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) ‎ (← links)
• Semi-parametric estimation of multivariate extreme expectiles (Q2034472) ‎ (← links)
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) ‎ (← links)
• On the estimation of the variability in the distribution tail (Q2074679) ‎ (← links)
• Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) ‎ (← links)
• Multivariate \(\rho \)-quantiles: a spatial approach (Q2137049) ‎ (← links)
• On automatic bias reduction for extreme expectile estimation (Q2172112) ‎ (← links)
• ExpectHill estimation, extreme risk and heavy tails (Q2225005) ‎ (← links)
• Tail expectile process and risk assessment (Q2278671) ‎ (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) ‎ (← links)
• The MLE of Aigner, Amemiya, and Poirier is <i>not</i> the expectile MLE (Q5862513) ‎ (← links)
• Extreme $$L^p$$-quantile Kernel Regression (Q5870997) ‎ (← links)
• Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) ‎ (← links)
• Automatic selection by penalized asymmetric <i> L _q </i> -norm in a high-dimensional model with grouped variables (Q6083206) ‎ (← links)
• Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) ‎ (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) ‎ (← links)